LLY option chain

Strikes around the forward, as they were quoted at the close

Data as of 9 November 2026 (end of day)

2026-11-13(4 days)ATM 36.90%±54.56skew +2.94

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
35	58	$43.40	$52.75	—	$1,375.00	38.19%	$7.60	$9.05	36	18
78	160	$40.35	$47.35	—	$1,380.00	37.97%	$8.90	$10.25	182	65
55	199	$36.80	$44.15	—	$1,385.00	36.93%	$10.15	$10.95	37	39
33	53	$33.55	$41.70	—	$1,390.00	38.01%	$11.50	$14.05	52	55
77	39	$29.55	$33.30	—	$1,395.00	36.42%	$11.65	$15.80	32	39
422	302	$25.60	$33.70	—	$1,400.00	37.15%	$15.00	$17.25	51	193
80	44	$22.85	$31.50	—	$1,405.00	35.90%	$15.20	$19.95	26	6
173	74	$21.45	$24.50	—	$1,410.00	36.24%	$18.70	$21.55	47	16
66	16	$20.10	$22.05	—	$1,412.50	—	$18.15	$24.00	2	7
113	72	$18.80	$22.45	37.03%	$1,415.00	—	$19.70	$26.15	13	16
20	15	$17.25	$20.30	35.86%	$1,417.50	—	$20.25	$27.15	9	1
102	217	$15.70	$20.10	36.27%	$1,420.00	—	$21.25	$27.65	24	6
28	9	$14.90	$20.45	37.72%	$1,422.50	—	$23.60	$32.90	1	0
161	113	$13.90	$19.00	37.38%	$1,425.00	—	$23.60	$30.85	49	15
17	28	$12.75	$17.80	37.05%	$1,427.50	—	$25.00	$35.10	10	10
115	172	$12.70	$15.65	36.77%	$1,430.00	—	$26.20	$35.00	17	4
14	25	$11.35	$15.60	37.12%	$1,432.50	—	—	—	—	—
41	22	$10.50	$13.15	35.67%	$1,435.00	—	$28.75	$39.60	27	0
4	23	$9.45	$12.90	35.96%	$1,437.50	—	$30.40	$38.95	1	0
91	219	$9.25	$11.35	35.74%	$1,440.00	—	$32.00	$42.35	12	15
24	90	$7.85	$9.45	35.25%	$1,445.00	—	$34.95	$45.45	4	0

Forward $1,412.50. The 25-delta put carries +2.94 volatility points over the 25-delta call.

2026-11-20(11 days)ATM 34.96%±85.78skew +3.03

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
3	—	$70.95	$82.30	—	$1,350.00	36.82%	$10.50	$13.85	—	15
0	—	$66.60	$78.00	—	$1,355.00	36.13%	$10.85	$15.00	—	21
6	707	$62.80	$74.05	—	$1,360.00	35.31%	$12.80	$14.45	229	79
0	—	$58.90	$71.00	—	$1,365.00	35.44%	$13.75	$16.55	—	18
2	—	$55.20	$66.50	—	$1,370.00	35.35%	$14.95	$18.25	—	13
6	—	$51.50	$62.85	—	$1,375.00	34.45%	$15.30	$19.60	—	36
22	405	$49.05	$59.15	—	$1,380.00	34.74%	$18.10	$20.75	175	36
10	—	$45.95	$57.15	—	$1,385.00	35.69%	$18.30	$25.95	—	3
42	—	$42.00	$52.35	—	$1,390.00	34.27%	$20.15	$25.40	—	13
4	—	$39.85	$48.85	—	$1,395.00	34.03%	$21.85	$27.35	—	10
208	980	$39.20	$42.05	—	$1,400.00	33.72%	$25.25	$27.70	270	110
7	—	$34.25	$42.60	—	$1,405.00	33.55%	$25.80	$31.40	—	5
20	—	$33.25	$38.45	—	$1,410.00	34.03%	$29.30	$33.65	—	13
3	—	$30.45	$37.00	35.20%	$1,415.00	—	$30.10	$40.20	—	4
79	956	$28.35	$31.00	33.46%	$1,420.00	—	$34.15	$37.30	128	15
25	—	$24.85	$31.50	34.20%	$1,425.00	—	$34.65	$44.50	—	0
9	—	$23.35	$29.25	34.45%	$1,430.00	—	$37.55	$47.40	—	0
6	—	$21.00	$26.70	33.97%	$1,435.00	—	$40.80	$48.20	—	0
501	2,131	$19.60	$22.00	32.73%	$1,440.00	—	$42.90	$53.05	64	0
88	872	$13.35	$15.20	32.51%	$1,460.00	—	$55.15	$65.65	41	3
150	380	$8.50	$10.30	32.28%	$1,480.00	—	$69.35	$81.00	12	0

Forward $1,413.57. The 25-delta put carries +3.03 volatility points over the 25-delta call.

2026-11-27(18 days)ATM 30.60%±96.13skew +3.50

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
8	3	$65.05	$76.15	—	$1,365.00	33.62%	$17.80	$24.45	3	10
20	8	$63.40	$72.55	—	$1,370.00	32.76%	$20.55	$23.15	4	4
5	7	$58.55	$68.85	—	$1,375.00	33.02%	$21.85	$25.95	4	15
6	61	$56.55	$65.30	—	$1,380.00	32.86%	$23.75	$27.40	106	13
2	1	$52.95	$62.00	—	$1,385.00	32.87%	$24.95	$30.10	1	3
7	1	$52.10	$58.50	—	$1,390.00	31.96%	$27.20	$29.75	1	5
0	2	$46.60	$55.30	—	$1,395.00	32.58%	$27.50	$35.20	3	0
10	219	$44.65	$50.90	—	$1,400.00	32.31%	$31.25	$35.25	229	6
3	0	$42.50	$48.90	—	$1,405.00	31.16%	$30.75	$37.55	0	2
8	1	$38.90	$46.10	—	$1,410.00	32.09%	$32.65	$42.80	1	0
4	2	$35.95	$41.55	31.07%	$1,415.00	—	—	—	—	—
43	634	$33.05	$38.20	30.46%	$1,420.00	—	$37.70	$46.20	25	1
0	2	$30.75	$37.65	31.14%	$1,425.00	—	$39.50	$50.30	4	0
13	7	$25.70	$35.15	29.85%	$1,430.00	—	—	—	—	—
13	3	$26.75	$32.70	30.95%	$1,435.00	—	$45.00	$52.90	1	0
8	305	$25.50	$30.45	31.13%	$1,440.00	—	$47.50	$56.50	8	0
9	49	$24.00	$28.20	31.13%	$1,445.00	—	—	—	—	—
14	5	$21.65	$24.30	30.00%	$1,450.00	—	$52.65	$63.40	1	4
0	3	$19.60	$24.55	30.66%	$1,455.00	—	$56.60	$66.30	1	0
47	97	$19.15	$20.90	30.26%	$1,460.00	—	$59.00	$69.65	7	0
17	7	$17.05	$19.70	30.12%	$1,465.00	—	$62.95	$73.25	1	0

Forward $1,414.78. The 25-delta put carries +3.50 volatility points over the 25-delta call.

2026-12-04(25 days)ATM 31.30%±115.93skew +3.26

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
0	3	$73.45	$83.15	—	$1,365.00	33.67%	$23.50	$31.75	4	3
0	2	$68.85	$79.55	—	$1,370.00	33.55%	$25.75	$32.80	1	1
1	2	$66.65	$76.00	—	$1,375.00	33.32%	$26.45	$35.25	3	0
3	24	$62.05	$74.10	—	$1,380.00	32.32%	$28.20	$34.65	15	44
4	2	$61.15	$69.25	—	$1,385.00	33.36%	$29.75	$40.10	1	0
8	0	$55.50	$66.95	—	$1,390.00	32.65%	$31.55	$40.50	2	3
10	14	$53.05	$63.55	—	$1,395.00	32.18%	$34.15	$40.95	10	4
10	39	$49.80	$60.45	—	$1,400.00	31.90%	$35.40	$43.45	7	1
2	13	$46.25	$57.30	—	$1,405.00	—	—	—	—	—
8	2	$47.30	$52.40	—	$1,410.00	31.14%	$39.65	$46.55	0	1
0	5	$45.15	$50.05	—	$1,415.00	32.14%	$41.85	$52.35	0	46
0	68	$39.55	$48.50	31.33%	$1,420.00	—	$44.05	$52.10	24	1
0	10	$36.25	$45.70	30.81%	$1,425.00	—	$46.55	$55.85	1	0
7	12	$34.45	$43.30	30.89%	$1,430.00	—	$48.10	$56.90	3	0
0	7	$30.10	$40.95	30.04%	$1,435.00	—	$51.35	$59.95	2	0
2	47	$32.85	$38.55	31.56%	$1,440.00	—	$54.20	$62.45	32	0
—	—	—	—	—	$1,445.00	—	$56.95	$67.50	1	0
3	3	$29.40	$32.00	30.75%	$1,450.00	—	$59.80	$69.10	10	0
6	1	$26.95	$32.75	31.42%	$1,455.00	—	$62.65	$72.00	1	0
1	27	$25.60	$28.10	30.50%	$1,460.00	—	$65.90	$76.00	3	4
13	1	$23.85	$26.35	30.41%	$1,465.00	—	$68.80	$79.55	0	46

Forward $1,415.50. The 25-delta put carries +3.26 volatility points over the 25-delta call.

2026-12-11(32 days)ATM 32.40%±136.00

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
5	11	$85.50	$95.10	—	$1,360.00	34.67%	$29.35	$35.55	26	5
5	4	$80.75	$92.20	—	$1,365.00	35.34%	$30.90	$39.75	0	2
0	4	$77.40	$90.45	—	$1,370.00	34.46%	$32.40	$39.35	2	0
2	18	$72.70	$82.00	—	$1,380.00	35.56%	$37.00	$46.25	7	0
0	1	$69.25	$78.70	—	$1,385.00	—	—	—	—	—
0	11	$66.20	$78.00	—	$1,390.00	—	—	—	—	—
1	1	$64.45	$75.65	—	$1,395.00	33.96%	$41.65	$49.50	0	12
11	11	$61.60	$71.60	—	$1,400.00	33.98%	$43.05	$52.80	2	0
9	0	$56.35	$65.05	—	$1,410.00	—	—	—	—	—
4	4	$52.15	$62.25	—	$1,415.00	—	—	—	—	—
0	11	$49.25	$59.10	33.11%	$1,420.00	—	$52.35	$60.45	2	1
0	2	$45.30	$55.90	32.36%	$1,425.00	—	$53.65	$64.50	1	0
4	0	$43.30	$53.60	32.43%	$1,430.00	—	—	—	—	—
2	57	$41.10	$49.10	33.00%	$1,440.00	—	$62.65	$73.75	5	0
—	—	—	—	—	$1,445.00	—	$65.25	$75.30	2	0
1	3	$34.00	$44.10	31.76%	$1,450.00	—	$68.10	$79.15	3	0
75	2	$32.90	$42.40	32.07%	$1,455.00	—	—	—	—	—
2	7	$31.90	$40.30	32.24%	$1,460.00	—	$73.55	$84.85	3	0
0	107	$31.80	$37.80	32.53%	$1,465.00	—	$76.85	$87.85	0	2
75	0	$26.75	$36.35	31.55%	$1,470.00	—	—	—	—	—
0	6	$27.50	$34.65	32.29%	$1,475.00	—	—	—	—	—

Forward $1,417.77. Not enough surviving quotes on both wings to measure the skew here.

2026-12-18(39 days)ATM 33.03%±153.19skew +3.15

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
1	564	$183.60	$195.75	—	$1,240.00	37.15%	$10.15	$11.40	381	26
1	63	$174.60	$186.75	—	$1,250.00	36.86%	$11.20	$12.85	246	50
11	529	$166.10	$178.20	—	$1,260.00	36.62%	$12.50	$14.40	289	64
6	51	$155.70	$168.65	—	$1,270.00	36.12%	$14.05	$15.40	251	32
3	253	$149.50	$161.40	—	$1,280.00	35.78%	$15.60	$17.00	432	86
20	177	$141.45	$152.85	—	$1,290.00	35.53%	$17.30	$18.95	80	121
30	759	$133.55	$144.50	—	$1,300.00	35.25%	$19.20	$20.95	539	108
23	280	$119.15	$127.25	—	$1,320.00	34.94%	$23.85	$25.85	563	142
8	389	$104.90	$114.20	—	$1,340.00	34.54%	$29.50	$31.10	848	28
8	608	$93.10	$97.00	—	$1,360.00	34.54%	$35.00	$39.55	360	8
13	596	$79.25	$87.20	—	$1,380.00	34.08%	$42.50	$46.35	192	34
72	1,345	$67.75	$73.05	—	$1,400.00	33.73%	$49.25	$56.20	159	73
113	608	$58.90	$62.60	33.26%	$1,420.00	—	$58.10	$65.50	68	86
122	429	$49.15	$52.05	32.61%	$1,440.00	—	$68.35	$75.85	55	39
50	1,088	$40.85	$43.10	32.24%	$1,460.00	—	$79.85	$87.80	70	27
45	501	$33.20	$37.95	32.55%	$1,480.00	—	$91.95	$100.80	51	18
89	779	$27.10	$29.75	31.89%	$1,500.00	—	$105.10	$115.20	32	7
22	364	$21.80	$24.45	31.79%	$1,520.00	—	$120.00	$131.55	8	4
36	172	$17.35	$19.25	31.46%	$1,540.00	—	$135.20	$147.10	4	7
19	290	$13.75	$15.60	31.45%	$1,560.00	—	$151.40	$162.60	1	4
29	106	$10.95	$12.55	31.51%	$1,580.00	—	$167.95	$180.80	8	2

Forward $1,418.95. The 25-delta put carries +3.15 volatility points over the 25-delta call.

2026-12-24(45 days)ATM 32.47%±161.87

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
2	2	$91.40	$103.05	—	$1,365.00	—	—	—	—	—
5	5	$88.10	$99.20	—	$1,370.00	34.82%	$39.60	$51.95	7	2
2	0	$85.15	$98.20	—	$1,375.00	—	—	—	—	—
13	11	$82.95	$93.95	—	$1,380.00	33.51%	$44.05	$50.90	0	4
3	34	$78.80	$90.55	—	$1,385.00	—	—	—	—	—
0	1	$78.15	$87.05	—	$1,390.00	34.44%	$47.80	$59.45	1	0
0	1	$74.85	$85.30	—	$1,395.00	—	—	—	—	—
1	5	$72.70	$81.25	—	$1,400.00	33.56%	$51.80	$61.30	2	1
0	1	$67.40	$80.05	—	$1,405.00	—	—	—	—	—
0	1	$65.65	$75.05	—	$1,410.00	—	—	—	—	—
2	0	$62.90	$74.10	—	$1,415.00	33.49%	$57.75	$69.85	0	2
2	1	$61.65	$69.05	33.11%	$1,420.00	—	—	—	—	—
4	2	$58.60	$67.35	33.09%	$1,425.00	—	—	—	—	—
0	3	$54.15	$64.45	32.39%	$1,430.00	—	—	—	—	—
0	1	$51.75	$62.25	32.35%	$1,435.00	—	—	—	—	—
0	1	$52.70	$59.95	33.10%	$1,440.00	—	—	—	—	—
4	0	$46.85	$57.65	32.10%	$1,445.00	—	$73.00	$83.80	0	2
5	2	$46.20	$55.40	32.40%	$1,450.00	—	—	—	—	—
2	9	$41.50	$52.60	32.48%	$1,460.00	—	—	—	—	—
2	1	$40.05	$49.05	32.15%	$1,465.00	—	—	—	—	—
3	0	$38.80	$47.00	32.23%	$1,470.00	—	—	—	—	—

Forward $1,419.72. Not enough surviving quotes on both wings to measure the skew here.

2027-01-15(67 days)ATM 32.77%±199.81skew +2.17

Calls					Strike	Puts
Volume	Open int	Bid	Ask	IV		IV	Bid	Ask	Open int	Volume
4	244	$212.75	$223.55	—	$1,220.00	35.35%	$14.90	$16.95	223	3
93	586	$197.55	$206.70	—	$1,240.00	35.05%	$18.45	$19.95	746	6
21	301	$181.70	$190.35	—	$1,260.00	34.72%	$22.15	$23.70	415	12
5	688	$165.55	$174.50	—	$1,280.00	34.36%	$26.35	$27.95	292	30
14	1,209	$151.35	$157.90	—	$1,300.00	34.00%	$31.05	$32.85	348	261
10	411	$136.15	$144.75	—	$1,320.00	33.75%	$36.65	$38.50	293	4
4	431	$121.75	$132.10	—	$1,340.00	33.44%	$42.70	$44.85	186	5
4	457	$108.50	$119.10	—	$1,360.00	33.21%	$49.75	$52.00	183	1
33	737	$98.55	$106.55	—	$1,380.00	33.03%	$57.55	$60.10	81	26
56	1,725	$89.45	$93.15	—	$1,400.00	32.73%	$64.45	$70.10	197	139
24	527	$75.90	$84.45	—	$1,420.00	32.58%	$73.40	$80.35	768	125
56	576	$68.60	$74.45	32.77%	$1,440.00	—	$83.50	$92.90	69	6
30	590	$59.90	$65.00	32.47%	$1,460.00	—	$94.40	$102.15	167	23
9	394	$51.75	$57.25	32.31%	$1,480.00	—	$106.25	$115.05	5	16
63	1,196	$45.80	$48.35	32.05%	$1,500.00	—	$118.20	$128.75	23	9
16	263	$38.45	$42.55	31.85%	$1,520.00	—	$131.50	$142.40	7	3
21	493	$33.25	$37.35	31.97%	$1,540.00	—	$146.85	$157.40	7	2
2	586	$28.75	$32.15	31.98%	$1,560.00	—	$161.95	$172.45	8	2
23	287	$24.25	$27.50	31.83%	$1,580.00	—	$176.75	$188.15	1	2
557	896	$20.80	$22.25	31.50%	$1,600.00	—	$193.50	$205.70	5	0
1	248	$16.75	$20.05	31.57%	$1,620.00	—	$210.55	$222.85	1	0

Forward $1,423.33. The 25-delta put carries +2.17 volatility points over the 25-delta call.

How to read this

Calls on the left, puts on the right, the strike between them — the layout every chain uses. Each block is one expiration, and the heading carries its days to expiry, the at-the-money implied volatility, and the one-standard-deviation move that volatility implies over that time.

Only the 21 strikes nearest the forward are stored, which is the part of the board that carries the volume. The shaded side is in the money: below the forward for calls, above it for puts.

Implied volatility is shown on the out-of-the-money side only. An in-the-money option is nearly all intrinsic value quoted on a wide market, so a volatility solved from it would look authoritative and mean very little. The price is still shown, because the price is real; the blank is deliberate.